C++ Standard Simulation Airline IT Library
simulation
pricing
standard
airline
revenue-management
discrete-event-simulation
schedule-management
customer-choice
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Updated
Mar 24, 2024 - C++
C++ Standard Simulation Airline IT Library
Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.
Derivatives pricing in c++
Pricing d'options C++
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